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1 Ergebnisse
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Real Options Problem with Nonsmooth Obstacle:
Acharya, Subas
;
Bensoussan, Alain
;
Rachinskii, Dmitrii
.
SIAM Journal on Financial Mathematics. 12 (2021) 4 - p. 1508-1552 , 2021
Link:
https://doi.org/10.1137/20m1386815
RT Journal T1 <Title>Real Options Problem with Nonsmooth Obstacle</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1137_20m1386815&Exemplar=1&LAN=DE A1 Acharya, Subas A1 Bensoussan, Alain A1 Rachinskii, Dmitrii A1 Rivera, Alejandro PB Society for Industrial & Applied Mathematics (SIAM) YR 2021 SN 1945-497X JF SIAM Journal on Financial Mathematics VO 12 IS 4 SP 1508 OP 1552 LK http://dx.doi.org/https://doi.org/10.1137/20m1386815 DO https://doi.org/10.1137/20m1386815 SF ELIB - SuUB Bremen
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